[guided]We first record that the eigenvalues are real. This is not a separate hypothesis: it follows from self-adjointness.
Since $f$ is a nonzero cusp form and $(\cdot,\cdot)_{\mathrm{Pet}}$ is an inner product, its Petersson norm is positive:
\begin{align*}
(f,f)_{\mathrm{Pet}} > 0.
\end{align*}
Now compute the same scalar $(T_n f,f)_{\mathrm{Pet}}$ in two ways. The eigenvalue equation $T_n f=\lambda f$ gives
\begin{align*}
(T_n f,f)_{\mathrm{Pet}}=\lambda(f,f)_{\mathrm{Pet}},
\end{align*}
because the Petersson inner product is linear in the first argument. Self-adjointness gives
\begin{align*}
(T_n f,f)_{\mathrm{Pet}}=(f,T_n f)_{\mathrm{Pet}}.
\end{align*}
Substituting $T_n f=\lambda f$ into the second argument and using conjugate-linearity in that argument gives
\begin{align*}
(f,T_n f)_{\mathrm{Pet}}=(f,\lambda f)_{\mathrm{Pet}}=\overline{\lambda}(f,f)_{\mathrm{Pet}}.
\end{align*}
Combining these identities,
\begin{align*}
\lambda(f,f)_{\mathrm{Pet}}=\overline{\lambda}(f,f)_{\mathrm{Pet}}.
\end{align*}
The factor $(f,f)_{\mathrm{Pet}}$ is strictly positive, so it can be divided out. Hence $\lambda=\overline{\lambda}$, which means $\lambda \in \mathbb{R}$.
The same argument applies to $g$. Since $g \ne 0$, we have $(g,g)_{\mathrm{Pet}}>0$, and
\begin{align*}
\mu (g,g)_{\mathrm{Pet}}
&= (T_n g,g)_{\mathrm{Pet}} \\
&= (g,T_n g)_{\mathrm{Pet}} \\
&= (g,\mu g)_{\mathrm{Pet}} \\
&= \overline{\mu}(g,g)_{\mathrm{Pet}}.
\end{align*}
Dividing by $(g,g)_{\mathrm{Pet}}>0$ gives $\mu=\overline{\mu}$, so $\mu \in \mathbb{R}$.[/guided]